Here's what I've done so far:
Just one OS on the new machine as yet (Vista). Put Thunderbird on it, then put the collection of Outlook express folders on a flash drive to transfer, couldn't direct Thunderbird to them, so I made up the heirachy that Outlook express had (complete with serial numbers, and changes for the different architecture) and put them there. Then Thunderbird imported them. Deleted them from the new folder, got the outlook files for the other account I had, put them in the same place, did it again.
Now I have 2 inboxes of imported, and a new one of new mail.
Dragged all the old mail into new inbox, deleted old inbox. All working well. Now I'll wait for win7....
Thanks for your help